"Many people have commented about the fact that News Corp, owner of Fox News, is a blue company whereas they would have expected it to be red. News Corp has many subsidiaries and many of them are in the entertainment industry which is traditionally very blue. This is reflected in the political donations given by the employees of News Corp as a whole."
Note: There's campaign donation data for the company and its subsidiaries, but I cannot get the chart to post properly. You'll have to check the link itself.